cov_hat {lpcde} | R Documentation |
cov_hat: covariance estimator
Description
Function for estimating the variance-covariance matrix.
Usage
cov_hat(x_data, y_data, x, y_grid, p, q, mu, nu, h, kernel_type, cov_flag)
Arguments
x_data |
Covariate dataset, vector or matrix. |
y_data |
Response variable dataset, vector. |
x |
Numeric vector or matrix, specifies the grid of evaluation points along x-direction. |
y_grid |
Numeric vector, specifies the grid of evaluation points along y-direction. |
p |
Polynomial order for y. |
q |
Polynomial order for covariates. |
mu |
Degree of derivative with respect to y. |
nu |
Degree of derivative with respect to x. |
h |
Numeric, bandwidth vector. |
kernel_type |
Kernel function choice. |
cov_flag |
Flag for covariance estimation option. |
Value
Covariance matrix for all the grid points
[Package lpcde version 0.1.6 Index]